Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BLAI.Timeframe and BLAI.length

BEST PARAMETERS
BLAI.Timeframe = 60
BLAI.length = 10
Profit account= 106 (per day adjusted to desire% DD )
Activity = 4.72 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BLAI.Timeframe = 60 and BLAI.length = 10

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
105 66432.17 849.99 11920.65 6 408 296 -39.7 60 10 EURJPY 39.73550 25.166413 7549.9239 16718.594 19.669166 0.4800056 No
265 85777.13 874.60 17273.14 6 571 430 -57.6 60 10 NZDUSD 57.57713 17.368006 5210.4018 14897.777 17.033818 0.6528699 No
145 79098.93 858.32 21700.14 7 301 210 -72.3 60 10 EURUSD 72.33380 13.824796 4147.4387 10935.265 12.740313 0.3506851 No
385 155558.14 871.35 52542.04 8 389 271 -175.1 60 10 USDJPY 175.14013 5.709714 1712.9141 8881.924 10.193291 0.4464337 No
425 155558.14 871.35 52542.04 8 389 271 -175.1 60 10 USDJPY 175.14013 5.709714 1712.9141 8881.924 10.193291 0.4464337 No
185 84691.60 851.03 34183.27 7 489 363 -113.9 60 10 GBPJPY 113.94423 8.776223 2632.8669 7432.724 8.733797 0.5745978 No
65 21605.12 799.37 10184.07 7 134 93 -33.9 60 10 EURGBP 33.94690 29.457771 8837.3312 6364.387 7.961753 0.1676320 No
25 133243.17 868.95 63836.29 8 532 403 -212.8 60 10 AUDUSD 212.78763 4.699521 1409.8564 6261.791 7.206158 0.6122332 No
345 74452.20 873.73 43291.74 7 297 215 -144.3 60 10 USDCHF 144.30580 6.929728 2078.9185 5159.335 5.904954 0.3399219 No
225 156675.84 849.29 106076.21 8 387 280 -353.6 60 10 GBPUSD 353.58737 2.828155 848.4466 4431.036 5.217342 0.4556747 Yes
305 174798.95 846.98 458648.97 10 235 169 -1528.8 60 10 USDCAD 1528.82990 0.654095 196.2285 1143.351 1.349915 0.2774564 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5